High-Order Uncertain Differential Equation

Author(s):  
Kai Yao
1964 ◽  
Vol 4 (2) ◽  
pp. 179-194 ◽  
Author(s):  
J. C. Butcher

An (explicit) Runge-Kutta process is a means of numerically solving the differential equation , at the point x = x0+h, where y, f may be vectors.


2021 ◽  
pp. 2150007
Author(s):  
Zhiqiang Zhang ◽  
Zhenfang Wang ◽  
Xiaowei Chen

This paper is devoted to evaluating the convertible bonds within the framework of uncertainty theory. Under the assumption that the underlying stock price follows an uncertain differential equation driven by Liu process, the price formulas of convertible bonds and the callable convertible bonds are derived by using the method of uncertain calculus. Finally, two numerical examples are discussed.


1994 ◽  
Vol 1 (1) ◽  
pp. 1-8
Author(s):  
T. Chanturia

Abstract It is shown that the differential equation u (n) = p(t)u, where n ≥ 2 and p : [a, b] → ℝ is a summable function, is not conjugate in the segment [a, b], if for some l ∈ {1, . . . , n – 1}, α ∈]a, b[ and β ∈]α, b[ the inequalities hold.


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